Coastal Scents eyeshadow is pretty close to the best damn eyeshadow I've ever used, and I've never really had a problem with it "not looking the part." It's not the cheapest, but frankly it makes for a veeeeeery handy tool.

Another brand that's great is Hard Candy, which is actually just from Walmart for like $6. I actually have a baked eyeshadow that's exactly the same colour purple as that girl in the picture. You have to wet it, but once it dries, it's preeeetty vibrant.

Also seconding those saying NYX. Next to Coastal Scents and Hard Candy, it's my next choice.